+71.7%
HST vs MTSI
+320.9%
-249.1%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.5% |
| 7D | -1.0% | +1.4% | -2.4% | -1.4% |
| 30D | -12.3% | +2.1% | -14.3% | -13.6% |
| 3M | -6.4% | -29.7% | +23.4% | +0.2% |
| 6M | +15.0% | +12.5% | +2.5% | +6.8% |
| YTD | +30.5% | +57.0% | -26.5% | +9.1% |
| 1Y | +35.7% | +103.9% | -68.2% | +3.8% |
| 3Y | +68.4% | +223.6% | -155.2% | +4.4% |
| All | +71.7% | +320.9% | -249.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MTSI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling